This paper provides a review on machine learning methods applied to the asset management discipline. Firstly, we describe the theoretical background of both machine learning and finance that will be needed to understand the reviewed methods. Next, the main datasets and sources of data are...

Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Foreword -- Acknowledgments -- 1. Time-series and Cross-sectional Stock Return Forecasting: New Machine Learning Methods -- 1.1. Introduction -- 1.2. Time-series return forecasts -- 1.2.1. Predictive regression -- 1.2.2....